+49.7%
VALE vs PTC
+55.4%
-5.7%
-49.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.3% | +0.4% | +2.9% | +3.2% |
| 7D | +5.6% | +0.8% | +4.8% | +5.4% |
| 30D | -12.1% | +0.7% | -12.8% | -12.2% |
| 3M | -16.3% | +32.6% | -48.9% | -20.5% |
| 6M | -26.0% | +33.6% | -59.5% | -30.0% |
| YTD | -5.5% | +12.4% | -17.9% | -7.3% |
| 1Y | +6.7% | +11.2% | -4.5% | +5.0% |
| 3Y | +10.2% | +31.7% | -21.5% | -0.4% |
| 5Y | +49.7% | +60.1% | -10.3% | +26.6% |
| All | +49.7% | +55.4% | -5.7% | +26.6% |
Cumulative growth
Daily Returns
Daily percentage return beside PTC.
Daily Out/Under-Performance
Portfolio return minus PTC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PTC return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 5y: compounded portfolio wealth divided by compounded PTC wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
5y analysis · Full analysis span regression · 6 months rolling